Parabolic partial differential equations (PDEs) are fundamental in modelling a wide range of diffusion processes in physics, finance and engineering. The numerical approximation of these equations ...

This is a preview. Log in through your library . Abstract Various algebraic multigrid algorithms have been developed for solving problems in scientific and engineering computation over the past ...

This is a preview. Log in through your library . Abstract Adams PC-methods form the basis of some of the most powerful codes for initial value problems in ODEs ...

Numerical and Computational Mathematics is a discipline dedicated to the development and analysis of algorithms that provide approximate solutions to mathematical problems too complex for exact ...

We provide a bound for the error committed when using a Fourier method to price European options, when the underlying follows an exponential Lévy dynamic. The price ...

Computational fluid dynamics (CFD) has become an integral part of engineering decision-making, providing a deeper understanding of how fluids behave in various scenarios, from the high skies in ...

The financial industry increasingly relies on large volumes of numerical data as financial products become more complex. As a result, analysts and financial engineers have turned to computational ...

We provide a bound for the error committed when using a Fourier method to price European options, when the underlying follows an exponential Lévy dynamic. The price ...